China Evergrande Group

Company · CN · 1 documents

Key number

0.760 AUROC

AUROC of distance to default. Risk and Financial Management p.1

Credit Default Risk Assessment of Listed Real Estate Firms Using the KMV Model

Research paperRisk and Financial ManagementNovember 202622 pages

The study uses data from 261 real estate firms listed in mainland China and Hong Kong between 2010 and 2023.